+70.2%
CIFR vs NYT
+61.1%
+9.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.5% | +5.2% | +5.5% |
| 7D | -5.0% | -0.6% | -4.4% | -4.6% |
| 30D | -5.7% | +4.6% | -10.3% | -8.1% |
| 3M | -25.5% | -9.6% | -16.0% | -23.4% |
| 6M | +19.4% | -14.0% | +33.4% | +25.1% |
| YTD | +14.2% | -2.8% | +17.0% | +9.1% |
| 1Y | +69.0% | +15.6% | +53.4% | +40.3% |
| 3Y | +503.9% | +56.3% | +447.6% | +300.1% |
| 5Y | +27.7% | +39.5% | -11.9% | -21.4% |
| All | +70.2% | +61.1% | +9.1% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded NYT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling